Methodology Change | Solactive Equal Weight Canada REIT Index | Effective Date 20/03/2020

Today, on the 20/03/2020, Solactive announces the following changes to the methodology of the following index (the ‘Affected Index’):




Solactive Equal Weight Canada REIT Index




Rationale for methodology change

Against the background of an observed ongoing reduction in liquidity in the underlying markets of the Index Components of the Affected Index and to improve the replicability of the Affected Index an adjustment period of 3 Trading Days will be implemented.

Changes to the Index Guideline

The text in Section 1.5 will be replaced by the following text:

At the end of each Rebalancing Period each Index Component of the Index is equally weighted.


The text in Section 2.2 will be replaced by the following text:

The composition of the Index is ordinarily reviewed two times a year on the second Friday in March and September. The composition of the Index is adjusted over a period of three Business Days starting on the Adjustment Day.

Beginning on the Business Day immediately following the Adjustment Day, and continuing over the next two business days, defined as the Rebalancing Period, the target weights of the constituents of the Index on the 𝑚𝑡ℎ day are set as follows:

The first adjustment will be made in September 2016 based on the Trading Prices of the Index Components on the Adjustment Day.

Solactive AG shall publish any changes made to the Index composition on the Selection Day and consequently with sufficient notice before the Adjustment Day.

Additionally, the following Definition will be added to Section 4:

“Rebalance Period” is the period starting from (and including) the Adjustment Day until and (including) the immediately following two business days. The entire Rebalance Period lasts for three Business Days.


Defined terms used in this announcement, but not defined herein, have the meaning assigned to them in the respective index guideline of the Affected Indices. The amended version of the index guideline will be available on the effective date.